(19)
(11) EP 2 502 196 A1

(12)

(43) Date of publication:
26.09.2012 Bulletin 2012/39

(21) Application number: 10832150.6

(22) Date of filing: 18.11.2010
(51) International Patent Classification (IPC): 
G06Q 40/00(2012.01)
(86) International application number:
PCT/US2010/057158
(87) International publication number:
WO 2011/063078 (26.05.2011 Gazette 2011/21)
(84) Designated Contracting States:
AL AT BE BG CH CY CZ DE DK EE ES FI FR GB GR HR HU IE IS IT LI LT LU LV MC MK MT NL NO PL PT RO RS SE SI SK SM TR

(30) Priority: 19.11.2009 US 262822 P

(71) Applicant: Abrams, Lawrence J.
Buffalo Grove, IL 60089 (US)

(72) Inventor:
  • Abrams, Lawrence J.
    Buffalo Grove, IL 60089 (US)

(74) Representative: McLeish, Nicholas Alistair Maxwell et al
Boult Wade Tennant Verulam Gardens 70 Gray's Inn Road
London WC1X 8BT
London WC1X 8BT (GB)

   


(54) IMPLIED VOLATILITY BASED PRICING AND RISK TOOL AND CONDITIONAL SUB-ORDER BOOKS